Results 211 to 220 of about 22,496 (241)
Tracking risk-taking behind the wheel: Which indicator of risky driving is the most useful in driving simulator studies? A pilot study. [PDF]
Baran P +4 more
europepmc +1 more source
Optimal State-Dependent Rules, Credibility, and Inflation Inertia [PDF]
Bonomo, Marco Antônio Cesar +1 more
core
On the value of optimal stopping games [PDF]
We show, under weaker assumptions than in the previous literature, that a perpetual optimal stopping game always has a value. We also show that there exists an optimal stopping time for the seller, but not necessarily for the buyer.
Erik Ekström, Stéphane Villeneuve
exaly +2 more sources
Convergence of values in optimal stopping and convergence of optimal stopping times
International audienceUnder the hypothesis of convergence in probability of a sequence of càdlàg processes $(X^n)_n$ to a càdlàg process $X$, we are interested in the convergence of corresponding values in optimal stopping and also in the convergence of ...
François Coquet
exaly +1 more source
Some of the next articles are maybe not open access.
Related searches:
Related searches:
Game theory, optimal stopping, probability and statistics
2000Papers in honor of Thomas S ...
Bruss, F Thomas, Le Cam, Lucien
openaire +3 more sources
Statistical optimal design of control charts with supplementary stopping rules
IIE Transactions, 1996This paper deals with the statistical design of control charts and describes a methodology to identify control schemes with action and warning limits that, for a fixed in-control average run length (ARL), minimize the ARL at a given out-of-control situation as measured by a shift in the process mean. This methodology allows the design of control charts
NOEL ARTILES-LE[Qacute]N +2 more
openaire +1 more source
Statistical inference for a finite optimal stopping problem with unknown transition probabilities
Test, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
SSRN Electronic Journal, 2003
In this article we extend the by now classical Longstaff-Schwartz algorithm for approximately solving high dimensional optimal stopping problems. We reformulate the problem of optimal stopping in discrete time as a generalized statistical learning problem.
openaire +1 more source
In this article we extend the by now classical Longstaff-Schwartz algorithm for approximately solving high dimensional optimal stopping problems. We reformulate the problem of optimal stopping in discrete time as a generalized statistical learning problem.
openaire +1 more source
The statistical optimal design of Shewhart control charts with supplementary stopping rules
2018Monitoring production processes to assure product quality has been a major problem in industrial engineering and quality control. These processes are subject to shifts to "out-of-control" states resulting in the production of nonconforming items. In general, desirable control schemes are those that require a small number of samples (small run length ...
openaire +2 more sources

